Fatigue is perhaps the most highly prevalent and debilitating symptom of advanced cancer. Recent reports estimate that fatigue is a distressing symptom in at least 75-100 percent of patients with advanced cancer. Patients with advanced prostate cancer are amongst those most at risk for developing fatigue because they are likely to have widespread bony metastases, anemia and are likely to continue to receive chemotherapy, hormonal therapy or radiation therapy during very late stages of illness. Studies of the prevalence of fatigue in ambulatory prostate cancer patients suggest a rate of up to 67 percent. Interventions for cancer-related fatigue, particularly in patients with advanced disease, have not been studied, and no controlled trials have been published. These interventions include strategies aimed at reversing the etiology of fatigue (e.g., treating anemia), and at strategies aimed at treating fatigue directly through pharmacological (e.g., corticosteroids, psychostimulants) and non-pharmacological interventions (e.g., energy conservation and exercise). The few controlled pharmacologic interventions for fatigue with psychostimulant medications (e.g., amphetamine, methylphenidate and pemoline) have been studied to a limited degree in patients with cancer, AIDS and multiple sclerosis. Thus the potential of psychostimulants as effective tools in the management of fatigue is of interest to oncology and health care practitioners. Fatigue in cancer and AIDS patients has been significantly associated with psychological distress, depression, hopelessness and overall psychological distress. This project's overall aim is to study the efficacy of psychostimulant drugs in the treatment of fatigue in ambulatory prostate cancer patients with advanced disease. The investigators propose to compare the frequency and severity of treatment emergent severity, neuropsychological test performance, and overall quality of life. Specifically, they propose to conduct a randomized, double blind, placebo-controlled, parallel design trial, evaluating the relative benefits and risks of 2 psychostimulant medications (methylphenidate, pemoline), in the treatment of fatigue in advanced prostate cancer patients. This study will be the first controlled evaluation of a pharmacologic intervention for fatigue in cancer patients, utilizing novel psychotropic agents (psycho stimulants). Outcomes will be assessed with validated measures of fatigue, side-effects, psychological distress, depression and overall quality of life.